GOOG Options History — July 2010

In July 2010, GOOG traded between $10.89 and $12.34. ATM implied volatility averaged 33.5%, placing in the 29.8% IV rank vs the trailing year. The 30-day expected move averaged 8.3%. IV traded above realized volatility by 0.2% (HV 20d: 33.3%). Max pain ranged from $11.74 to $11.99. Net GEX was positive for 15 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 0.76.

Notable Days

2010-07-16: Highest Volume — 6,534,900 contracts
2010-07-15: Largest IV drop — 49.5% change
2010-07-14: Highest IV Rank — 85.9%
2010-07-01: Largest Expected Move — 11.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$11.81	$10.89	$12.34	$10.98	$12.11
Max Pain	$11.83	$11.74	$11.99	$11.99	$11.99
ATM IV	33.5%	22.0%	64.2%	41.4%	24.2%
Expected Move	8.3%	6.3%	11.9%	11.9%	7.1%
HV 20d	33.3%	25.0%	39.9%	26.2%	35.9%
HV 60d	32.9%	30.1%	34.2%	32.4%	32.9%
IV Rank	29.8%	8.7%	85.9%	44.3%	12.8%
IV Percentile	64.5%	28.6%	98.4%	92.5%	39.3%
Term Structure	-0.3%	-6.0%	2.5%	-5.4%	1.3%
VWIV	29.3%	22.6%	41.8%	41.6%	24.7%
Skew 25d	3.8%	2.0%	5.1%	2.0%	3.6%
Skew 10d	7.9%	4.5%	10.4%	4.5%	6.5%
Call IV 25d	27.5%	20.6%	41.0%	41.0%	23.1%
Put IV 25d	31.3%	24.4%	43.0%	43.0%	26.6%
Bid-Ask Spread %	11.64	8.11	15.85	8.24	12.39
Gamma HHI	0.11	0.05	0.80	0.07	0.07
Net GEX	4.3M	-621.4M	114.6M	-40.0M	35.9M
Net DEX	248.6M	-1.32B	2.03B	1.97B	-72.2M
Net VEX	-18.5M	-20.5M	-16.4M	-17.6M	-18.9M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.76	0.51	1.60	0.79	0.78
Total Volume	2,416,970.476	872,600	6,534,900	2,743,540	1,561,880
Total OI	14,204,421.905	12,136,520	17,391,820	13,518,960	14,383,740

Daily Data (21 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Vol	Put Vol	Call OI	Put OI
2010-07-01	$10.98	$11.99	41.4%	11.9%	26.2%	44.3%	41.6%	2.0%	-5.4%	-40.0M	1.97B	-17.6M	0.79	8.24	1,534,340	1,209,200	7,178,620	6,340,340
2010-07-02	$10.90	$11.99	29.0%	11.7%	26.1%	21.5%	41.8%	2.7%	-6.0%	-37.1M	2.00B	-17.6M	0.68	10.69	519,440	353,160	7,507,220	6,362,680
2010-07-06	$10.89	$11.74	32.9%	9.8%	25.0%	28.7%	34.0%	5.0%	-1.5%	-37.1M	2.03B	-16.4M	0.56	8.11	1,137,380	633,000	7,488,360	6,315,660
2010-07-07	$11.24	$11.74	41.6%	9.0%	28.3%	44.6%	31.6%	4.6%	-0.4%	-2.5M	1.39B	-16.9M	0.61	10.45	1,370,800	832,920	7,719,000	6,349,140
2010-07-08	$11.40	$11.74	40.9%	8.8%	28.1%	43.4%	31.3%	4.3%	-1.1%	27.9M	940.8M	-17.3M	0.51	12.75	1,395,600	707,940	7,969,680	6,444,640
2010-07-09	$11.68	$11.74	41.4%	8.8%	27.6%	44.3%	31.0%	3.7%	-0.8%	32.0M	131.3M	-18.5M	0.58	12.72	2,207,080	1,278,280	8,198,760	6,535,080
2010-07-12	$11.88	$11.74	52.4%	8.9%	28.5%	64.4%	31.6%	3.5%	-1.4%	60.7M	-261.6M	-19.6M	0.59	11.13	1,847,880	1,085,000	8,343,900	6,726,920
2010-07-13	$12.22	$11.74	56.6%	8.9%	30.0%	72.0%	31.9%	5.1%	-1.4%	100.0M	-1.17B	-19.9M	0.80	14.92	2,521,200	2,023,300	8,533,920	6,772,840
2010-07-14	$12.27	$11.74	64.2%	9.1%	28.0%	85.9%	32.1%	3.6%	-2.2%	94.9M	-1.20B	-20.5M	0.65	11.75	2,003,400	1,299,180	8,781,340	7,216,160
2010-07-15	$12.34	$11.74	32.4%	9.3%	27.9%	27.7%	33.0%	4.0%	-1.8%	95.6M	-1.32B	-20.5M	0.72	14.84	2,134,940	1,534,820	8,954,500	7,331,680
2010-07-16	$11.48	$11.74	27.6%	7.9%	37.7%	19.0%	27.8%	3.6%	1.2%	-621.4M	1.80B	-17.1M	1.60	14.75	2,515,640	4,019,260	9,600,440	7,791,380
2010-07-19	$11.64	$11.74	27.4%	7.9%	38.3%	18.6%	28.2%	4.2%	1.0%	-3.7M	655.7M	-17.7M	0.88	15.85	989,940	866,980	6,536,240	5,600,280
2010-07-20	$12.03	$11.74	25.3%	7.2%	39.6%	14.7%	25.8%	3.8%	1.0%	32.8M	-78.6M	-18.9M	0.59	10.02	1,309,620	772,300	6,856,520	5,873,620
2010-07-21	$11.93	$11.74	25.0%	7.2%	39.6%	14.2%	25.7%	4.4%	1.1%	23.9M	138.7M	-18.8M	0.88	11.13	916,480	809,200	7,097,740	6,013,920
2010-07-22	$12.11	$11.74	23.7%	6.8%	39.9%	11.8%	24.0%	4.0%	1.8%	47.2M	-217.4M	-19.1M	0.92	11.69	855,380	784,620	7,233,980	6,184,900
2010-07-23	$12.24	$11.99	22.0%	6.3%	39.7%	8.7%	22.6%	3.9%	2.5%	114.6M	-513.2M	-19.1M	0.87	9.62	725,840	630,840	7,278,600	6,328,960
2010-07-26	$12.21	$11.99	22.1%	6.3%	39.6%	8.9%	22.8%	3.4%	2.2%	39.5M	-285.3M	-18.6M	0.74	8.99	653,460	481,120	7,062,340	6,073,420
2010-07-27	$12.30	$11.99	22.9%	6.6%	39.7%	10.4%	23.1%	3.8%	1.8%	67.1M	-594.1M	-18.7M	0.63	8.18	852,540	540,740	7,285,280	6,196,680
2010-07-28	$12.10	$11.99	25.5%	7.3%	37.4%	15.1%	25.9%	3.6%	0.7%	25.8M	-66.7M	-18.8M	0.81	13.37	1,091,380	886,680	7,396,100	6,293,400
2010-07-29	$12.11	$11.99	24.8%	7.1%	36.4%	13.9%	24.6%	3.8%	1.0%	35.2M	-49.5M	-18.8M	0.73	12.77	1,078,960	784,660	7,584,420	6,550,460
2010-07-30	$12.11	$11.99	24.2%	7.1%	35.9%	12.8%	24.7%	3.6%	1.3%	35.9M	-72.2M	-18.9M	0.78	12.39	879,560	682,320	7,738,780	6,644,960